+545.6%
GS vs DAL
+329.9%
+215.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.6% | -13.9% | +12.4% | +3.3% |
| 3M | -4.5% | +1.1% | -5.6% | -5.2% |
| 6M | +20.9% | +26.2% | -5.4% | +11.4% |
| YTD | +19.9% | +16.4% | +3.5% | +13.3% |
| 1Y | +41.4% | +33.9% | +7.6% | +27.1% |
| 3Y | +239.2% | +93.4% | +145.8% | +163.2% |
| 5Y | +185.0% | +106.4% | +78.7% | +109.7% |
| 10Y | +655.0% | +143.0% | +512.0% | +395.7% |
| All | +545.6% | +329.9% | +215.7% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling